Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'666 CHF | 507'166 CHF | 99.93% | 99.93% |
12.07.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'860 CHF | 506'360 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'216 CHF | 506'716 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'965 CHF | 506'465 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'232 CHF | 506'732 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'684 CHF | 507'184 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'752 CHF | 507'252 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'064 CHF | 506'564 CHF | 100.00% | 100.00% |
03.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'870 CHF | 507'370 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'132 CHF | 506'632 CHF | 100.00% | 100.00% |